One of the best CDs you could ever hope to find about horses (in this case specifically the heavy horse called the Clydesdale)is here:
http://www.musicscotland.com/cd/gentle-giants-clydesdale-horse-in-song.html

It includes "The Last Trip Home" by the late Davy Steele, which has been mentioned above, and many more fantastic songs. One of Robin Laing's songs tells of the (dead) horse's hoof that became an ashtray! And the cover shows a wire sculpture of a horse that stands alongside the M8 on the way to Glasgow: it looks spectacular when lit up at night.